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BNP Paribas Call 30 LXS 20.12.202.../  DE000PN4ZDR2  /

EUWAX
2024-08-01  4:06:14 PM Chg.-0.007 Bid4:47:10 PM Ask4:47:10 PM Underlying Strike price Expiration date Option type
0.049EUR -12.50% 0.044
Bid Size: 100,000		 0.054
Ask Size: 100,000		 LANXESS AG 30.00 EUR 2024-12-20 Call
 

Master data

WKN: PN4ZDR
Issuer: BNP PARIBAS
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2024-12-20
Issue date: 2023-06-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 36.09
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.38
Parity: -0.58
Time value: 0.07
Break-even: 30.67
Moneyness: 0.81
Premium: 0.27
Premium p.a.: 0.85
Spread abs.: 0.01
Spread %: 21.82%
Delta: 0.23
Theta: -0.01
Omega: 8.23
Rho: 0.02
 

Quote data

Open: 0.054
High: 0.054
Low: 0.049
Previous Close: 0.056
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.96%
1 Month  
+16.67%
3 Months
  -76.67%
YTD
  -87.75%
1 Year
  -92.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.083 0.056
1M High / 1M Low: 0.110 0.030
6M High / 6M Low: 0.300 0.030
High (YTD): 2024-01-02 0.380
Low (YTD): 2024-07-16 0.030
52W High: 2023-08-01 0.630
52W Low: 2024-07-16 0.030
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   0.141
Avg. volume 6M:   582.677
Avg. price 1Y:   0.218
Avg. volume 1Y:   471.094
Volatility 1M:   927.50%
Volatility 6M:   421.40%
Volatility 1Y:   316.37%
Volatility 3Y:   -